Refer to Exercise 6.41. Let Y1, Y2,..., Yn be independent, normal random variables, each

Chapter 6, Problem 6.43

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Refer to Exercise 6.41. Let Y1, Y2,..., Yn be independent, normal random variables, each with mean and variance 2. a Find the density function of Y = 1 n n i=1 Yi . b If 2 = 16 and n = 25, what is the probability that the sample mean, Y , takes on a value that is within one unit of the population mean, ? That is, find P(|Y | 1). c If 2 = 16, find P(|Y | 1) if n = 36, n = 64, and n = 81. Interpret the results of your calculations.

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